I think once you have the visa you shouldn't have any trouble at all. I mean, when you hold a visa it means the consulate has already reviewed your case and approved the visa. I can't think of a reason why you wouldn't pretty much get waived on through.
I tried entering the UK for the first time last December and I was detained for 6 hours and interviewed several times. In the end I was denied entry and sent back home right away. When I tried coming back in February I was detained again (because of the stamp showing I was previously denied entry) and it was a couple hours before I was finally let in for only one month.
Needless to say, I was very worried about the whole visa situation after that. And, terrified of dealing with immigration. But when I came over with my spousal visa there was no problem at all. He asked me when I got married, asked if my husband was traveling with me, asked to see his passport and that was about it. I still took about 10 times longer than everyone else because he was doing a lot of writing on my landing card but it was pretty simple. He even looked at the stamp showing I was denied entry and didn't even ask about it.
So, if you're coming in with a visa I don't think there is anything to stress about.